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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3517031,0541,405 · Jun 202019922001200920172026
48 results for small-scale models

Study how large-scale flows align small-scale vortices in 3D Euler equations.

problem Understanding how large-scale flows align small-scale vortices in 3D Euler equations.
method Constructing a Lagrangian coordinate to identify when the Lie bracket is zero and investigating the locality of the pressure term.
result Clarified conditions under which small-scale vortices are aligned by large-scale flows.

Study of splitting maps in Type I Ricci flows for understanding singular set structure.

problem Understanding the structure of the singular set in non-collapsed Ricci limit spaces.
method Construction and investigation of almost splitting maps on Ricci flows that are almost self-similar.
result Sharp splitting maps remain splitting maps at smaller scales under certain conditions.

CST-YOLO improves blood cell detection with YOLOv7 and CNN-Swin Transformer.

problem Small-scale object detection in blood cells.
method YOLOv7 architecture enhanced with CNN-Swin Transformer, W-ELAN, MCS, CatConv.
result CST-YOLO achieves 92.7%, 95.6%, and 91.1% mAP@0.5 on three blood cell datasets.

The goal of this article is to draw new applications of small scale quantum ergodicity in nodal sets of eigenfunctions. We show that if quantum ergodicity holds on balls of shrinking radius r(λ)0r(λ) \to 0, then one can achieve improvements on the recent upper bounds of Logunov and Logunov-Malinnikova on the size of nodal…

2016-06-07abs ↗pdf ↗

In 1960 Reifenberg proved the topological disc property. He showed that a subset of RnR^n which is well approximated by mm-dimensional affine spaces at each point and at each (small) scale is locally a bi-Hölder image of the unit ball in RmR^m. In this paper we prove that a subset of R3R^3 which is well approximated b…

2006-07-18abs ↗pdf ↗

PePR scores assess DL model performance per resource unit, promoting smaller, more efficient models.

problem Limited access to large-scale resources hinders medical image analysis research.
method Introduced PePR score to measure DL model performance per resource unit.
result Small-scale, specialized models outperform large-scale models in resource-constrained settings.

Employing profits data of Japanese companies in 2002 and 2003, we confirm that Pareto's law and the Pareto index are derived from the law of detailed balance and Gibrat's law. The last two laws are observed beyond the region where Pareto's law holds. By classifying companies into job categories, we find that companies …

2005-06-08abs ↗pdf ↗

Study on scalar curvature bounds and manifold topological complexity.

problem Understanding the topological complexity of manifolds with scalar curvature constraints.
method Introduced a small scale index theorem to establish bounds for Gromov's simplicial norm.
result Upper bound for Gromov's simplicial norm established in terms of scalar curvature, volume, and injectivity radius.

Transfer learning improves chaotic dynamics predictions with less data.

problem Efficiently predicting chaotic dynamics with limited data.
method Transfer learning for nonlinear dynamics, optimizing transfer rate and leveraging small-scale turbulence universality.
result Significantly more accurate inference of chaotic dynamics achieved.

A topology on a set XX is the same as a projection (i.e. an idempotent linear operator) cl:2X2Xcl:2^X\to 2^X satisfying Acl(A)A\subset cl(A) for all AXA\subset X. That's a good way to summarize Kuratowski's closure operator. Basic geometry on a set XX is a dot product :2X×2X2Y\cdot:2^X\times 2^X\to 2^Y. Its equivalent form is an or…

2018-03-24abs ↗pdf ↗

In this paper, we propose a game theoretical adversarial intervention detection mechanism for reliable smart road signs. A future trend in intelligent transportation systems is ``smart road signs" that incorporate smart codes (e.g., visible at infrared) on their surface to provide more detailed information to smart veh…

2019-01-30abs ↗pdf ↗

In this short note we show that the lower bounds of Mangoubi on the inner radius of nodal domains can be improved for quantum ergodic sequences of eigenfunctions, according to a certain power of the radius of shrinking balls on which the eigenfunctions equidistribute. We prove such improvements using a quick applicatio…

2016-06-10abs ↗pdf ↗

We study the classification of ultrametric spaces based on their small scale geometry (uniform homeomorphism), large scale geometry (coarse equivalence) and both (all scale uniform equivalences). We prove that these equivalences can be characterized with parallel constructions using a combinatoric tool called common zi…

2009-09-01abs ↗pdf ↗

Generalizes bits back coding for time-series models with latent Markov structures.

problem Efficiently compressing time-series data with latent Markov structures.
method Extends bits back coding to time-series models with latent Markov structures, including HMMs and LGSSMs.
result Effective for small scale models, promising for larger scale settings like video compression.

Despite their popularity, many questions about the algebraic constraints imposed by linear structural equation models remain open problems. For causal discovery, two of these problems are especially important: the enumeration of the constraints imposed by a model, and deciding whether two graphs define the same statist…

2018-07-10abs ↗pdf ↗

This paper is devoted to dualization of dimension-theoretical results from the small scale to the large scale. So far there are two approaches for such dualization: one consisting of creating analogs of small scale concepts and the other amounting to the covering dimension of the Higson corona ν(X)ν(X) of XX. The first …

2013-04-22abs ↗pdf ↗

In this study we examine the evolution of price, volume, and the bid-ask spread after extreme 15 minute intraday price changes on the NYSE and the NASDAQ. We find that due to strong behavioral trading there is an overreaction. Furthermore we find that volatility which increases sharply at the event decays according to …

2004-01-06abs ↗pdf ↗

Deep linear networks minimize sharpness, avoiding large eigenvalues.

problem Understanding optimization dynamics in deep linear networks for regression.
method Analyzing sharpness (largest eigenvalue of Hessian) of minimizers and gradient flow solutions.
result Gradient flow implicitly regularizes towards flat minima, with sharpness bounded by a constant.

Deep reinforcement learning (deep RL) has been successful in learning sophisticated behaviors automatically; however, the learning process requires a huge number of trials. In contrast, animals can learn new tasks in just a few trials, benefiting from their prior knowledge about the world. This paper seeks to bridge th…

2016-11-09abs ↗pdf ↗

Neuro-inspired recurrent neural network algorithms, such as echo state networks, are computationally lightweight and thereby map well onto untethered devices. The baseline echo state network algorithms are shown to be efficient in solving small-scale spatio-temporal problems. However, they underperform for complex task…

2018-08-01abs ↗pdf ↗

In the first part of the paper we show how to relate several dimension theories (asymptotic dimension with Higson property, asymptotic dimension of Gromov, and capacity dimension of Buyalo \cite{Buyalo1}) to Nagata-Assouad dimension. This is done by applying two functors on the Lipschitz category of metric spaces: micr…

2006-01-10abs ↗pdf ↗

Fidel-TS creates a new benchmark for time series forecasting models.

problem Lack of high-quality benchmarks for time series forecasting models.
method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.
result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.

This work explores how neural architecture search can improve adversarial robustness without adversarial training.

problem Improving adversarial robustness of neural networks without adversarial training.
method Experimented with hand-crafted and NAS-based architectures to compare robustness to PGD attacks.
result NAS-based architectures are more robust for small-scale attacks, but hand-crafted architectures are more robust for larger datasets and tasks.

Study tests rough fractional volatility model across different time scales, revealing new volatility patterns.

problem Testing robustness of rough fractional volatility model over various time scales.
method Used large dataset on FX rates, included smoothing and measurement errors, analyzed log-log plots of realized variance increments.
result Found new stylized facts in volatility patterns, including convexity and nonlinear behavior.

ScheduleFree+ improves large language model training without schedules or learning rates.

problem Scaling up Schedule-Free Learning to large language models.
method Learning-rate-free and schedule-free method for training large language models.
result ScheduleFree+ outperforms SOTA schedules by 31% at 1000 tokens per parameter.

Study small perturbations on low energy Laplace eigenfunctions.

problem Understanding small changes in low energy Laplace eigenfunctions.
method Investigates nodal geometry and topology, focusing on low frequency regimes and small perturbations.
result Highlight interesting aspects of spectral theory and nodal phenomena tied to ground state/low energy eigenfunctions.

The presence of outliers can potentially significantly skew the parameters of machine learning models trained via stochastic gradient descent (SGD). In this paper we propose a simple variant of the simple SGD method: in each step, first choose a set of k samples, then from these choose the one with the smallest current…

2020-01-10abs ↗pdf ↗

We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games. We present reasons why these growth-optimal strategies should be particularly relevant to the problem of pricing derivatives. We compare our result with other alterna…

1999-10-14abs ↗pdf ↗

We study whether a neural network optimizes to the same, linearly connected minimum under different samples of SGD noise (e.g., random data order and augmentation). We find that standard vision models become stable to SGD noise in this way early in training. From then on, the outcome of optimization is determined to a …

2019-12-11abs ↗pdf ↗

We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most (\simeq 99.6%) of the wavelet coefficients can be neglected for th…

2011-03-18abs ↗pdf ↗

We show that, in round spheres of dimension n3n\geq3, for any given collection of codimension 2 smooth submanifolds S:={Σ1,...,ΣN}\mathfrak{S}:=\{Σ_1,...,Σ_N\} of arbitrarily complicated topology (NN being the complex dimension of the spinor bundle), there is always an eigenfunction ψ=(ψ1,...,ψN)ψ=(ψ_1,...,ψ_N) of the Dirac operator such th…

2017-12-29abs ↗pdf ↗

Uniformity and proximity are two different ways for defining small scale structures on a set. Coarse structures are large scale counterparts of uniform structures. In this paper, motivated by the definition of proximity, we develop the concept of asymptotic resemblance as a relation between subsets of a set to define a…

2013-10-23abs ↗pdf ↗

We study the impact of learning on the optimal policy and the time-to-decision in an infinite-horizon Bayesian sequential decision model with two irreversible alternatives, exit and expansion. In our model, a firm undertakes a small-scale pilot project so as to learn, via Bayesian updating, about the project\textquoter…

2019-01-14abs ↗pdf ↗